+10.7%
NVS vs RNG
+128.1%
-117.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -14.3% | -6.1% | -8.2% | -14.3% |
| 30D | -10.0% | +9.6% | -19.6% | -9.7% |
| 3M | -10.9% | +83.3% | -94.2% | -9.5% |
| 6M | -12.0% | +77.9% | -89.9% | -10.8% |
| YTD | +2.5% | +139.9% | -137.4% | +2.9% |
| 1Y | +10.7% | +121.7% | -111.0% | +9.1% |
| All | +10.7% | +128.1% | -117.4% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling